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In this paper, we first consider linear 2D and 3D convection-diffusion-reaction equations $-\nabla\cdot (\kappa \nabla u) + {\bm v} \cdot \nabla u + \lambda u = \phi$ and $u_t - \nabla\cdot (\kappa \nabla u) + {\bm v} \cdot \nabla u +…

Numerical Analysis · Mathematics 2026-03-18 Qiwei Feng

In this paper, we discuss the 2D convection-diffusion-reaction equation with variable smooth coefficients and the Dirichlet boundary condition on a complicated, thin, and curved domain. We propose the fourth-order compact FDM at every grid…

Numerical Analysis · Mathematics 2026-05-21 Qiwei Feng , Bin Han , Peter Minev

In this paper, we develop sixth-order hybrid finite difference methods (FDMs) for the elliptic interface problem $-\nabla \cdot( a\nabla u)=f$ in $\Omega\backslash \Gamma$, where $\Gamma$ is a smooth interface inside $\Omega$. The variable…

Numerical Analysis · Mathematics 2023-11-13 Qiwei Feng , Bin Han , Peter Minev

In this paper, we discuss the steady and time-dependent nonlinear convection-diffusion (advection-diffusion) equations with the Dirichlet boundary condition. For the steady nonlinear equation, we use an iteration method to reformulate the…

Numerical Analysis · Mathematics 2025-07-28 Qiwei Feng , Catalin Trenchea

Due to its highly oscillating solution, the Helmholtz equation is numerically challenging to solve. To obtain a reasonable solution, a mesh size that is much smaller than the reciprocal of the wavenumber is typically required (known as the…

Numerical Analysis · Mathematics 2023-02-21 Qiwei Feng , Bin Han , Michelle Michelle

It is widely acknowledged that the convergence proof of the error in the $l_{\infty}$ norm of the high-order finite difference method (FDM) and finite element method (FEM) in 2D is challenging. In this paper, we derive the sixth-order…

Numerical Analysis · Mathematics 2025-06-17 Qiwei Feng

Finite difference methods (FDMs) are widely used for solving partial differential equations (PDEs) due to their relatively simple implementation. However, they face significant challenges when applied to non-rectangular domains and in…

Numerical Analysis · Mathematics 2025-07-08 Bin Han , Jiwoon Sim

This paper presents an efficient high-order sharp-interface method for solving the three-dimensional (3D) Poisson equation with Dirichlet boundary conditions on a nonuniform Cartesian grid with irregular domain boundaries. The new approach…

Computational Physics · Physics 2024-12-20 Shirzad Hosseinverdi , Hermann F. Fasel

The compact finite difference method is a powerful tool for discretizing conservation laws, owing to its inherent flexibility in developing high-resolution and highly stable schemes. In this paper, we propose a framework for the design of…

Numerical Analysis · Mathematics 2026-03-30 Weifeng Hou , Zhangpeng Sun , Wenqi Yao , Liupeng Wang

This paper presents an efficient parallel direct algorithm with near-optimal complexity for the compact fourth and sixth-order approximation of the three-dimensional Helmholtz equations [1] with the problem coefficient depending on only one…

Numerical Analysis · Mathematics 2020-03-13 Ronald Gonzales , Yury Gryazin , Yun Teck Lee

This paper presents a novel and straightforward compact reconstruction procedure for the high-order finite volume method on unstructured grids. In this procedure, we constructed a linear approximation relationship between the mean values…

Fluid Dynamics · Physics 2026-03-27 Ling Wen , Yan-Tao Yang , Qing-Dong Cai

This paper develops a new framework for designing and analyzing convergent finite difference methods for approximating both classical and viscosity solutions of second order fully nonlinear partial differential equations (PDEs) in 1-D. The…

Numerical Analysis · Mathematics 2013-02-28 Xiaobing Feng , Chiu-Yen Kao , Thomas Lewis

In the past decades, the finite difference methods for space fractional operators develop rapidly; to the best of our knowledge, all the existing finite difference schemes, including the first and high order ones, just work on uniform…

Numerical Analysis · Mathematics 2016-04-04 Lijing Zhao , Weihua Deng

This study aims to construct a stable, high-order compact finite difference method for solving Sobolev-type equations with Dirichlet boundary conditions in one-space dimension. Approximation of higher-order mixed derivatives in some…

Numerical Analysis · Mathematics 2025-06-05 Lavanya V Salian , Samala Rathan , Rakesh Kumar

We introduce a novel class of finite difference approximations, termed zigzag schemes, that employ a hybrid stencil that is neither symmetrical, nor fully one-sided. These zigzag schemes often enjoy more permissive stability constraints and…

Numerical Analysis · Mathematics 2025-05-26 Lorenzo Poggioni , Didier Clamond , Yves D'Angelo

Solving the three-dimensional (3D) Bratu equation is highly challenging due to the presence of multiple and sharp solutions. Research on this equation began in the late 1990s, but there are no satisfactory results to date. To address this…

Numerical Analysis · Mathematics 2025-07-22 Muhammad Luthfi Shahab , Hadi Susanto , Haralampos Hatzikirou

We show that the classical fourth order accurate compact finite difference scheme with high order strong stability preserving time discretizations for convection diffusion problems satisfies a weak monotonicity property, which implies that…

Numerical Analysis · Mathematics 2023-10-26 Hao Li , Shusen Xie , Xiangxiong Zhang

In multi-phase fluid flow, fluid-structure interaction, and other applications, partial differential equations (PDEs) often arise with discontinuous coefficients and singular sources (e.g., Dirac delta functions). These complexities arise…

Numerical Analysis · Mathematics 2019-07-24 Chung-Nan Tzou , Samuel Stechmann

This work introduces a new higher-order accurate super compact (HOSC) finite difference scheme for solving complex unsteady three-dimensional (3D) non-Newtonian fluid flow problems. As per the author's knowledge, the proposed scheme is the…

Fluid Dynamics · Physics 2024-07-30 Ashwani Punia , Rajendra K. Ray

Simulation of 3D low-frequency electromagnetic fields propagating in the Earth is computationally expensive. We present a fictitious wave domain high-order finite-difference time-domain (FDTD) modelling method on nonuniform grids to compute…

Numerical Analysis · Mathematics 2023-02-13 Pengliang Yang , Rune Mittet
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